Last week I encountered and environment where I had to setup Microsoft NLB for Exchange 2010 CAS and Hub server. The environment was a mixture of VMware 3.5 virtualization deployed in two separate system rooms and a mixture of Cisco switches in IBM blade chassis and an HP Procurve 5300 which was used as a central routing switch.
The main question was will the NLB work since the Internet search I did told that it was not possible to setup a static ARP record on HP Procurve switches which is required on Cisco switches if I we want for multicast NLB virtual IP to be available across different subnets. I could not find the answer if multicast NLB works across subnets on HP Procurve and we were additionally concerned because we used virtual machines across two separate rooms for NLB and thus switches that are physically separate but the machines were still in the same VLAN. The unicast NLB was not an option because VMware support this only if virtual machines are running on the same physical host.
So we decided just to setup the NLB on Windows hosts and see if it works. And, it worked! :)
The reason this works is probably in the fact that HP obviously accepts ARP replies for unicast IP addresses that contains multicast MAC addresses. Cisco devices in turn do not allow this (see this link).
Please leave a comment if you have more info on this subject.